Stellenangebot

Quantitative Analyst / Financial Engineer 100% (f/m/d)

Die Stelle als Quantitative Analyst / Financial Engineer bei Julius Baer in Zürich umfasst die Validierung und Zertifizierung von mathematischen Preis-Modellen sowie die Überwachung von Handelsprodukten. Der Schwerpunkt liegt auf der Bewertung von Modellrisiken und der Zusammenarbeit mit verschiedenen Teams.

Zürich

Julius Bär Gruppe AG

100%

Stellenbeschreibung

Aufgaben

Ensuring appropriate controls and oversight, with a thorough assessment of their conceptual soundness, implementation quality and compliance with the internal governance standards before a new product is cleared for launch
Develop and implement independent reference pricing models as part of the validation process, using quantitative libraries
Assess model performance, limitations and sensitivity to parameters through quantitative techniques
Collaborate with front office quants, trading desks, risk managers and IT to understand business use, technical design and model limitations

Anforderungen

Advances degree (Master or PhD) in Quantitative Finance, Mathematics, Physics, Computer Science or a related quantitative discipline
Business fluent in English is required